Linear approximations and tests of conditional pricing models
Michael W. Brandt and David A. Chapman
| Year of publication: |
2018
|
|---|---|
| Authors: | Brandt, Michael W. ; Chapman, David A. |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 2, p. 455-489
|
| Subject: | Conditional asset pricing model | Nonlinear risk premiums | Testing | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Capital market theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990803